+106.2%
XLP vs LULU
+52.0%
+54.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.8% |
| 7D | -2.9% | -16.9% | +14.0% | -1.1% |
| 30D | -2.2% | -22.0% | +19.7% | +0.2% |
| 3M | -0.6% | -17.8% | +17.3% | +1.3% |
| 6M | -2.2% | -41.3% | +39.1% | +3.0% |
| YTD | +8.3% | -52.0% | +60.3% | +16.4% |
| 1Y | +5.7% | -39.8% | +45.5% | +10.4% |
| 3Y | +25.7% | -74.8% | +100.5% | +42.5% |
| 5Y | +31.3% | -76.3% | +107.6% | +46.9% |
| 10Y | +106.2% | +53.9% | +52.3% | +102.4% |
| All | +106.2% | +52.0% | +54.1% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LULU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling